+3.2%
MDLZ vs VALE
+58.5%
-55.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | 0.0% | -1.8% | +1.8% | -0.1% |
| 30D | +1.4% | +6.7% | -5.2% | +1.6% |
| 3M | 0.0% | +4.9% | -4.9% | +0.3% |
| 6M | +9.1% | +3.6% | +5.6% | +8.7% |
| YTD | +17.9% | +21.9% | -3.9% | +19.6% |
| 1Y | +3.2% | +61.6% | -58.3% | +13.1% |
| All | +3.2% | +58.5% | -55.3% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling